Initial estimates query

From:"Rajanikanth Madabushi" rajanim@ufl.edu Subject:[NMusers] Initial estimates query Date: Mon, Oct 16, 2003 10:43 am Hi all, I have a query regarding the initial estimates for the thetas we give. Good initial estimates are necessary for avoiding convergence to local minima. Suppose a set of initial estimates converge with an increased objective function value and the parameter estimates appear more realistic and another set of intial estimates lead to convergence with a lower objective function but unrealistic estimates. I feel that one should choose a parsimonous model which would give consistent estimates with changes in the value of initial estimates. Is it the right approach??? How dependent should a model be on the value of the initial estimates? thanking in advance Raj